The only other denials I can think off the top of my head are James Blunt and maybe the Crash Test Dummies. I'm not sure abut the latter; I know that he never put the parody on an album, but I never remember that being about them denying approval or another reason.

The biggest misstep was when Coolio said he never gave permission after Weird Al had been assured that he had. But whatever, Amish Paradise is one of Al's best. Totally worth ticking Coolio off.